+5.0%
LVS vs ALLE
+51.6%
-46.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | -0.8% | +3.6% | -4.4% | -2.4% |
| 30D | +10.0% | +25.9% | -15.9% | -1.1% |
| 3M | -11.0% | +15.8% | -26.8% | -17.0% |
| 6M | -20.1% | +48.1% | -68.2% | -34.2% |
| YTD | -36.3% | +22.0% | -58.3% | -42.8% |
| 1Y | -36.8% | +18.0% | -54.9% | -42.3% |
| 3Y | -9.5% | +93.1% | -102.6% | -36.9% |
| All | +5.0% | +51.6% | -46.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling